the missing e(se) return matrix

One of the weird things with Stata’s postestimation returns is that it gives you the betas no problem, but there’s no obvious return for the standard error. The closest thing it gives you is e(V), the variance-covariance matrix, which you have to process to get standard error.

very useful, thanks. shame it doesn’t appear in the return list or ereturn list. depending on the purpose to which you’re putting it your technique of calling the se one variable at a time could be easier/more useful than calling and cleaning the var-covar matrix.